Need help identifying short story about retired military colonel who fought war at end of time

This is almost certainly "A Dry, Quiet War" by Tony Danieio originally published in 1996 and heavily anthologized.

Returned to a small town with a western (as in US western frontier) technological flavor. The story opens with

I can't tell you how much it to me to see the two suns of Ferno set behind the mountains east of my home. I had been away twelve billion years. I passed my cabin to the pump well [...]

from a war in the future

All dead. All those millions of dead people. But it was the end of time, and they all had to die, so that they—so that we all, all in time—could live

The town is beset by technologically advanced bandits

"Bex [a personal friend of the protagonist] are you hurting?" I said to her. She looked down , then carefully spread her legs. "He caught me and then used the trunch on me"

The protagonist is a officer

"Colonel Bone," he began "If I'd knowed it was you..."

And there is a cost to exhibiting his power in the time frame of the story, but the details are a huge spoiler.